Weekly MF Portfolio Holdings
Crane Data published its latest Weekly Money Fund Portfolio Holdings statistics Tuesday, which track a shifting subset of our monthly Portfolio Holdings collection. The most recent cut (with data as of November 13) includes Holdings information from 72 money funds (up 2 from two weeks ago), which represent $2.239 trillion (down from $2.240 trillion) of the $4.642 trillion (48.2%) in total money fund assets tracked by Crane Data. (Note that our Weekly MFPH are e-mail only and aren't available on the website. For our latest monthly Holdings, see our November 12 News, "November MF Portfolio Holdings: Repo, Agencies, Treas Plunge; TDs Up.") Our latest Weekly MFPH Composition summary again shows Government assets dominating the holdings list with Treasury totaling $1.237 trillion (down from $1.247 billion two weeks ago), or 55.2%, Repurchase Agreements (Repo) totaling $523.7 billion (up from $504.7 billion two weeks ago), or 23.4% and Government Agency securities totaling $291.8 billion (down from $299.3 billion), or 13.0%. Commercial Paper (CP) totaled $63.2 billion (up from $62.4 billion), or 2.8%, and Certificates of Deposit (CDs) totaled $60.4 billion (down from $62.7 billion), or 2.7%. The Other category accounted for $32.8 billion or 1.5%, while VRDNs accounted for $30.1 billion, or 1.3%. The Ten Largest Issuers in our Weekly Holdings product include: the US Treasury with $1.240 trillion (55.4% of total holdings), Federal Home Loan Bank with $144.3B (6.4%), BNP Paribas with $69.4B (3.1%), Fixed Income Clearing Corp with $68.8B (3.1%), Federal Farm Credit Bank with $58.6B (2.6%), Federal National Mortgage Association with $52.2B (2.3%), RBC with $39.0B (1.7%), Federal Home Loan Mortgage Corp with $34.7B (1.5%), JP Morgan with $30.9B (1.4%) and Credit Agricole with $30.2B (1.3%). The Ten Largest Funds tracked in our latest Weekly include: JP Morgan US Govt MM ($171.1 billion), Goldman Sachs FS Govt ($170.3B), BlackRock Lq FedFund ($164.2B), Wells Fargo Govt MM ($162.2B), Fidelity Inv MM: Govt Port ($146.1B), BlackRock Lq T-Fund ($103.0B), JP Morgan 100% US Treas MMkt ($98.7B), Morgan Stanley Inst Liq Govt ($86.3B), Goldman Sachs FS Treas Instruments ($81.5B) and First American Govt Oblg ($77.5B). (Let us know if you'd like to see our latest domestic U.S. and/or "offshore" Weekly Portfolio Holdings collection and summary, or our Bond Fund Portfolio Holdings data series.)
